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Episode 9: Asian Options and Average-Rate Hedging
Asian options use an average exchange rate rather than a single fixing. This episode shows why average-rate structures fit recurring exposures and how averaging changes volatility and hedge behaviour.This episode is part of FX Options Daily, a 30-day themed season of The Trading Floor covering pricing, hedging, exotics, risk and institutional FX options practice.Full treatment: Chapter 9 of FX Options.Educational content only. Nothing in this episode constitutes investment advice.
The skinny
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